| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 22.15% | 79.62% |
| Max Drawdown | -17.59% | -29.51% |
| Sharpe | 0.65 | 0.65 |
| Sortino | 0.96 | 0.96 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 2.93 | 1.08 |
| CPC Index | 0.67 | 0.53 |
| Tail Ratio | 2.31 | 0.98 |
| Outlier Win Ratio | 38.9 | 3.01 |
| Outlier Loss Ratio | 3.93 | 2.95 |
| Volatility (ann.) | 7.34% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.11 | 2.33 |
| Skew | 0.39 | 0.2 |
| Kurtosis | 28.23 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.44% | 4.27% |
| Expected Yearly % | 10.52% | 34.02% |
| Kelly Criterion | 7.52% | 0.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11378485:BTCUSD | 11378485:btcusd:triple_med_gx:lsma105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 22.94 | 0.60 | - |
| 2025 | 30.14 | -0.64 | -0.02 | - |
| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 8.1% | 45.08% |
| 6M | 0.87% | 28.47% |
| YTD | -0.64% | 30.14% |
| 1Y | 21.7% | 105.13% |
| 3Y (ann.) | 19.61% | 68.87% |
| 5Y (ann.) | 19.61% | 68.87% |
| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| Max Drawdown | -17.59% | -29.51% |
| Longest DD Days | 127.0 | 144.0 |
| Avg. Drawdown | -2.62% | -4.58% |
| Avg. Drawdown Days | 20.0 | 14.0 |
| Recovery Factor | 1.26 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-04-23 | -17.59 | 127 |
| 2024-08-29 | 2024-11-19 | -5.10 | 81 |
| 2024-07-24 | 2024-07-26 | -3.78 | 1 |
| 2025-05-01 | 2025-07-14 | -3.61 | 73 |
| 2024-08-20 | 2024-08-28 | -3.50 | 8 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2025-04-23 | 2025-05-01 | -1.71 | 7 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-22 | 2024-12-15 | -1.03 | 22 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| Metric | 11378485:btcusd:triple_med_gx:lsma105_55 | 11378485:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 9.77% | 18.93% |
| Worst Week | -6.49% | -12.33% |
| Best Month | 9.56% | 37.42% |
| Worst Month | -8.92% | -17.69% |
| Best Year | 22.94% | 38.02% |
| Worst Year | -0.64% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.99% | 6.95% |
| Avg. Down Week | -2.82% | -4.63% |
| Avg. Up Month | 4.9% | 15.33% |
| Avg. Down Month | -7.12% | -17.69% |
| Win Days % | 54.35% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |